Abstract
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an Itô formula for the process $u(X)$, when $u$ is locally in the domain of $\mathcal{E}$.
Citation
Alexander Walsh. "Stochastic integration with respect to additive functionals of zero quadratic variation." Bernoulli 19 (5B) 2414 - 2436, November 2013. https://doi.org/10.3150/12-BEJ457
Information